-61.9%
FLNC vs Z
-39.0%
-22.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.8% | -1.5% | -3.0% |
| 7D | -5.0% | -11.6% | +6.6% | +0.2% |
| 30D | -26.1% | -8.5% | -17.6% | -23.8% |
| 3M | -55.2% | -7.9% | -47.3% | -54.5% |
| 6M | -42.6% | -29.1% | -13.5% | -34.6% |
| YTD | -51.0% | -54.2% | +3.2% | -30.3% |
| 1Y | +43.3% | -63.5% | +106.9% | +125.4% |
| All | -61.9% | -39.0% | -22.9% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling